On the implied market price of risk under the stochastic numéraire (Q1648909)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the implied market price of risk under the stochastic numéraire |
scientific article |
Statements
On the implied market price of risk under the stochastic numéraire (English)
0 references
5 July 2018
0 references
implied parameters
0 references
market price of risk
0 references
random numéraire
0 references
stochastic bond price
0 references
incomplete market
0 references
0 references
0 references
0 references
0 references
0 references
